+56.7%
TOST vs ROST
+95.5%
-38.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.4% | +0.9% | -4.4% | -3.8% |
| 30D | -2.4% | -8.9% | +6.5% | +1.4% |
| 3M | +34.6% | -0.8% | +35.4% | +34.9% |
| 6M | +15.2% | +8.5% | +6.7% | +9.8% |
| YTD | -4.4% | +28.6% | -33.0% | -17.2% |
| 1Y | -17.4% | +52.3% | -69.8% | -35.2% |
| All | +56.7% | +95.5% | -38.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling